This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Series: Wiley Finance Series. Num Pages: 438 pages, Illustrations. BIC Classification: UMX. Category: (P) Professional & Vocational. Dimension: 249 x 174 x 37. Weight in Grams: 864. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

N� de ref. del art�culo V9780470015384

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo: Introduction to C++ for Financial Engineers: An Object-Oriented Approach
Editor: John Wiley & Sons Inc
Fecha de publicaci�n: 2006
Idioma: Ingl�s
ISBN 10: 0470015381
ISBN 13: 9780470015384
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: New

Acerca de

Sinopsis

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:

C++ fundamentals and object-oriented thinking in QF
Advanced object-oriented features such as inheritance and polymorphism
Template programming and the Standard Template Library (STL)
An introduction to GOF design patterns and their applications in QF Applications

The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.

This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF.

This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)

Acerca del autor

About the author

DANIEL J. DUFFY has been involved in software development projects using C++ and object-oriented design techniques since 1988. He organized the first C++ course in the Netherlands in 1989 and has worked on a variety of C++ projects in areas such as computer graphics, optical technology, process control and quantitative finance systems. In 1993 he worked on an early version of a large object-oriented system for derivatives pricing and hedging models. He is designer/trainer and has trained more than 2000 C++ developers in recent years.

A companion book to the current one is “Financial Instrument Pricing using C++” (Wiley 2004). Since 1996 he has written seven books on object-oriented design and programming. Daniel Duffy has a PhD in Numerical Analysis from Trinity College Dublin. He lives in the Netherlands with his wife Ilona and son Brendan.

He can be contacted at dduffy@datasim.nl.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

We carry a comprehensive range of out of print and rare books.

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

Kennys Bookshops and Art Galleries Limited
Liosban Industrial Estate, Tuam Road, Galway, GY, Ireland

Condiciones de venta y env�o

Condiciones de venta

We guarantee the condition of every book as it's described on the Abebooks websites.

If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date.

For any queries please use the contact seller link or send an email to books@kennys.ie

Conor Kenny

Derecho a cancelaci�n

Condiciones de env�o

All books securely packaged. Some books ship from Ireland.

Tarifas de env�o en Estados Unidos de America

Tarifas de env�o en Estados Unidos de America
Cantidad del pedido	De 14 a 20 d�as h�biles	De 13 a 14 d�as h�biles
Primer art�culo	EUR 8.91	EUR 9.75

Los plazos de entrega los establecen los vendedores y var�an seg�n el transportista y la ubicaci�n. Los pedidos que pasan por la aduana pueden sufrir retrasos y los compradores son responsables de los aranceles o tarifas asociadas. Los vendedores pueden ponerse en contacto con usted en relaci�n con cargos adicionales para cubrir cualquier aumento en los costes de env�o de los art�culos.